S&P500 Cash Index


Trading Metrics calculated at close of trading on 13-Nov-1996
Day Change Summary
Previous Current
12-Nov-1996 13-Nov-1996 Change Change % Previous Week
Open 732.06 729.61 -2.45 -0.3% 703.03
High 733.04 732.11 -0.93 -0.1% 730.82
Low 728.20 728.03 -0.17 0.0% 702.84
Close 729.56 731.13 1.57 0.2% 730.82
Range 4.84 4.08 -0.76 -15.7% 27.98
ATR 5.93 5.80 -0.13 -2.2% 0.00
Volume
Daily Pivots for day following 13-Nov-1996
Classic Woodie Camarilla DeMark
R4 742.66 740.98 733.37
R3 738.58 736.90 732.25
R2 734.50 734.50 731.88
R1 732.82 732.82 731.50 733.66
PP 730.42 730.42 730.42 730.85
S1 728.74 728.74 730.76 729.58
S2 726.34 726.34 730.38
S3 722.26 724.66 730.01
S4 718.18 720.58 728.89
Weekly Pivots for week ending 08-Nov-1996
Classic Woodie Camarilla DeMark
R4 805.43 796.11 746.21
R3 777.45 768.13 738.51
R2 749.47 749.47 735.95
R1 740.15 740.15 733.38 744.81
PP 721.49 721.49 721.49 723.83
S1 712.17 712.17 728.26 716.83
S2 693.51 693.51 725.69
S3 665.53 684.19 723.13
S4 637.55 656.21 715.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 733.04 722.23 10.81 1.5% 4.89 0.7% 82% False False
10 733.04 700.35 32.69 4.5% 6.18 0.8% 94% False False
20 733.04 696.22 36.82 5.0% 5.86 0.8% 95% False False
40 733.04 679.06 53.98 7.4% 5.61 0.8% 96% False False
60 733.04 643.97 89.07 12.2% 5.80 0.8% 98% False False
80 733.04 616.43 116.61 15.9% 5.83 0.8% 98% False False
100 733.04 605.88 127.16 17.4% 6.46 0.9% 98% False False
120 733.04 605.88 127.16 17.4% 6.36 0.9% 98% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 749.45
2.618 742.79
1.618 738.71
1.000 736.19
0.618 734.63
HIGH 732.11
0.618 730.55
0.500 730.07
0.382 729.59
LOW 728.03
0.618 725.51
1.000 723.95
1.618 721.43
2.618 717.35
4.250 710.69
Fisher Pivots for day following 13-Nov-1996
Pivot 1 day 3 day
R1 730.78 730.93
PP 730.42 730.73
S1 730.07 730.54

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These figures are updated between 7pm and 10pm EST after a trading day.

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